Honestly, that never made any sense to me. I don't know how they thought they would survive out there on their own.

I figured they would show up later to confront the remaining members of the group, but yeah, it was never explained.

To generate tension for the others and push the plot forward.

While at the grocery store Douglas (Malkovich) says something like "we have years of food and drink here, there is no reason to go back". Lucy looks at him and seems to be considering that idea when Malorie declares that they must go back to the house. I assumed that when they got back to the house Lucy talked to Felix about the grocery store and they decided to go there by themselves.

That's what I figured as well.. that they were gonna try and get back to the grocery store. My thought was that they should have went back two at a time and chauffeured each other back there, to risky I suppose.

they listened to Douglas - and they decided it's better to be assholes than dead.

I thought it was pretty obvious they went to the grocery store.

Looks like it was a combination of Douglas' idea of staying inside the store and the assh*le theory. At that point the two of them don't realize crazy people are roaming about making people "see"